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"A comparative study of principal component analysis on term structure of ..."

Nien-Lin Liu (2010)

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DOI: 10.14495/JSIAML.2.57

access: open

type: Journal Article

metadata version: 2021-02-17

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Nien-Lin Liu:
A comparative study of principal component analysis on term structure of interest rates. JSIAM Lett. 2: 57-60 (2010)

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